140.722.01
Probability Theory II
Location
East Baltimore
Term
2nd Term
Department
Biostatistics
Credit(s)
3
Academic Year
2017 - 2018
Instruction Method
TBD
Tu, Th, 3:30 - 4:20pm
Lab Times
Wednesday, 11:00 - 11:50am (01)
Auditors Allowed
No
Available to Undergraduate
No
Grading Restriction
Letter Grade or Pass/Fail
Course Instructor(s)
Cristian Tomasetti
Contact Name
Frequency Schedule
Every Year
Resources
Prerequisite
Calculus and real analysis; 140.721
Presents the first part of the classical results of probability theory: independence, types of convergence, laws of large numbers, Borel-Cantelli lemmas, Kolmogorov’s zero-one law, random series and rates of convergence. Also discusses characteristic functions and weak convergence.
Learning Objectives
Upon successfully completing this course, students will be able to:
- Assess whether two random variables are independent or not
- Define and relate the various types of convergence
- Derive the value to which a random sequence or series converges
- Calculate the Fourier transform of some random variables